Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 5.20% | 0.18 CHF | 0.19 CHF | 661,800 | 661,800 | 660,003 | 660,003 | 123,765 CHF | 130,365 CHF | 100.00% | 100.00% |
12/07/2024 | 5.52% | 0.21 CHF | 0.22 CHF | 793,600 | 793,600 | 802,131 | 802,131 | 141,620 CHF | 149,642 CHF | 100.00% | 100.00% |
11/07/2024 | 6.33% | 0.17 CHF | 0.18 CHF | 902,300 | 902,300 | 898,176 | 898,176 | 137,423 CHF | 146,404 CHF | 100.00% | 100.00% |
10/07/2024 | 7.04% | 0.15 CHF | 0.16 CHF | 1,013,300 | 1,013,300 | 1,023,090 | 1,023,090 | 140,363 CHF | 150,594 CHF | 100.00% | 100.00% |
09/07/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 882,200 | 882,200 | 860,343 | 860,343 | 119,868 CHF | 128,481 CHF | 99.73% | 99.73% |
08/07/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 852,000 | 852,000 | 848,462 | 848,462 | 137,222 CHF | 145,707 CHF | 99.31% | 99.31% |
05/07/2024 | 5.66% | 0.16 CHF | 0.17 CHF | 843,800 | 843,800 | 829,013 | 829,013 | 142,579 CHF | 150,869 CHF | 100.00% | 100.00% |
04/07/2024 | 6.18% | 0.16 CHF | 0.17 CHF | 862,500 | 862,500 | 858,928 | 858,928 | 134,709 CHF | 143,298 CHF | 99.57% | 99.57% |
03/07/2024 | 6.49% | 0.16 CHF | 0.17 CHF | 927,300 | 927,300 | 929,416 | 929,416 | 138,687 CHF | 147,981 CHF | 100.00% | 100.00% |
02/07/2024 | 6.77% | 0.14 CHF | 0.15 CHF | 856,400 | 856,400 | 852,868 | 852,868 | 121,881 CHF | 130,409 CHF | 100.00% | 100.00% |